Nearly 40 years of aerosol optical thickness (AOT) climate data record (CDR) derived from NOAA operational satellite Advanced Very High Resolution Radiometer (AVHRR) observation over the global oceans is used to study the AOT changes due to the COVID-19 lockdown over the surrounding coastal oceanic areas of 18 megacities in the coast zone (MCCZ). The AOT difference between the annual mean AOT values of 2020 with COVID-19 lockdown and 2019 without the lockdown along with the 2020 AOT annual anomaly are used to effectively identify the AOT changes that are a result of the lockdown. We found that for most of the 18 MCCZ, the COVID-19 lockdowns implemented to contain the spread of the coronavirus resulted in a decrease between 1% and 30% in AOT due to reduced anthropogenic emissions associated with the lockdowns. However, the AOT long-term trend and other aerosol interannual variations due to favorable or unfavorable meteorological conditions may mask AOT changes due to the lockdown effect in some MCCZ. Different seasonal variations of aerosol amount in 2020 relative to 2019 due to other natural aerosol emission sources not influenced by the lockdown, such as dust storms and natural biomass burning and smoke, may also conceal a limited reduction in the annual mean AOT due to the lockdown in MCCZ with relatively loose lockdown. This study indicates that the use of long-term satellite observation is helpful for studying and monitoring the aerosol changes due to the emission reduction associated with the COVID-19 lockdown in the surrounding coastal oceanic areas of MCCZ, which will benefit the future development of the mitigation strategy for air pollution and emissions in megacities.